Storage and transport.... the two main reasons you need a bag for your snorkeling or scuba gear. What do I need? That depends on your gear, where you're going, and how you're getting there. A few things to consider:
Getting you to and from your dive destination, whether that is by plane, train, or automobile. A large travel bag can be a roller bag, large duffel, or backpack.
For roller bags, the advantage is that it has wheels and a telescoping handle making running through airports quick and easy. Downside, they tend to be heavy and clunky so you need to be careful that you don't exceed maximum size/weight limits. Because they tend to start off with a bit of weight (even when empty), this means less gear to pack inside before hitting those limits.
Advantage of a large duffel, they are usually lightweight and can easily fold up for storage when not in use. Downside, you're carrying it by the handles which can be awkward and tiring.
For a large backpack, these tend to be more lightweight to start off with so more gear to pack inside. It's easy to run through airports without having to wheel something behind you, around corners, and through doorways. Also great as a second bag along with a roller bag so you're not trying to maneuver two roller bags at the same time. Downside, can be a bit straining on the back after a while.
Meant to keep the contents "dry", you need to be careful because they're usually not meant to be dry while being submerged underwater. They're more for protecting items from splashes, waves, accidentally dropping in the water, and for that annoying puddle of water that always seems to be right where you put your stuff. Dry bags can come in different sizes including small dry wallets for money and credit cards. It's nice to have a variety of dry bags for different occasions. For example, a day at the beach versus a day on the boat will require different items to stay dry.
A bit different than a dry bag because they are solid and may have a more waterproof seal that can withstand partial or full submerging. Be careful if you're planning to scuba dive with a dry case to ensure that it is also pressure rated. What might keep something sealed while snorkeling might implode from the increase in pressure while scuba diving. A small dry case is great for keeping valuables dry and safe, such as eyeglasses or sunglasses.
Because the mesh allows for airflow, a mesh duffel or backpack is great for stowing your wet gear after snorkeling or scuba diving. You can even dunk or rinse the gear while in the bag and then let it drip dry. We do not recommend using a mesh bag as a checked bag at the airport as it is very obvious what is inside and will likely grow legs really quick!
Purchasing regulators is a large investment so keeping them safe while traveling or in storage is very important. Most regulator bags will have some padding to protect the contents. Many divers will carry their regs on the plane so it's nice if you can fit a few extra items in your regulator bag for the flight.
If you dive locally then you'll be familiar with having to carry 20+ pounds of lead to the dive site. Awkward and heavy little buggers, it's nice to tote them in a bag made specifically for heavy lead.